+179.3%
IJH vs ROP
+135.6%
+43.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -4.6% | +2.7% | +0.6% |
| 30D | -4.6% | -1.7% | -2.9% | -4.0% |
| 3M | -1.2% | +17.1% | -18.2% | -10.5% |
| 6M | +9.4% | +10.9% | -1.5% | +1.5% |
| YTD | +13.3% | -12.1% | +25.4% | +19.2% |
| 1Y | +13.4% | -24.2% | +37.6% | +30.1% |
| 3Y | +50.4% | -20.4% | +70.8% | +65.5% |
| 5Y | +49.0% | -15.4% | +64.3% | +55.6% |
| All | +179.3% | +135.6% | +43.6% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling